Related papers: Higher order return times for $\phi$-mixing measur…
We describe an approach that allows us to deduce the limiting return times distribution for arbitrary sets to be compound Poisson distributed. We establish a relation between the limiting return times distribution and the probability of the…
In this paper we prove two results. First we show that dynamical systems with a $\phi$-mixing measure have in the limit Poisson distributed return times almost everywhere. We use the Chen-Stein method to also obtain rates of convergence.…
Previously it has been shown that some classes of mixing dynamical systems have limiting return times distributions that are almost everywhere Poissonian. Here we study the behaviour of return times at periodic points and show that the…
We consider expanding systems with invariant measures that are uniformly expanding everywhere except on a small measure set and show that the limiting statistics of hitting times for zero measure sets are compound Poisson provided the…
We consider the return times dynamics to Bowen balls for continuous maps on metric spaces which have invariant probability measures with certain mixing properties. These mixing properties are satisfied for instance by systems that allow…
We consider a $\phi$-mixing shift $T$ on a sequence space $\Om$ and study the number $\cN_N$ of returns $\{ T^{q_N(n)}\om\in A^a_n\}$ at times $q_N(n)$ to a cylinder $A^a_n$ constructed by a sequence $a\in\Om$ where $n$ runs either until a…
It is well-known that, for sufficiently mixing dynamical systems, the number of visits to balls and cylinders of vanishing measure is approximately Poisson compound distributed in the Kac scaling. Here we extend this kind of results when…
We prove a quenched limiting law for random measures on subshifts at periodic points. We consider a family of measures $\{\mu_\omega\}_{\omega\in\Omega}$, where the `driving space' $\Omega$ is equipped with a probability measure which is…
In this note we discuss limit distribution of normalized return times for shrinking targets and draw a necessary and sufficient condition using sweep-out sequence in order for the limit distribution to be exponential with parameter $1$. The…
Hitting rate and escape rate are two examples of recurrence laws for a dynamical system, and a general limit connects them. We show that for both Gibbs-Markov systems or any systems with the $\phi$-mixing measure, for a sequence of nested…
Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions. A key challenge, especially in high-dimensional settings, is to determine the mixture order and estimate the…
The equations of motion of a single particle subject to an arbitrary electric and a static magnetic field form a Poisson system. We present a second-order time integration method which preserves well the Poisson structure and compare it to…
Let 0<\alpha<1/2. We show that the mixing time of a continuous-time reversible Markov chain on a finite state space is about as large as the largest expected hitting time of a subset of stationary measure at least \alpha of the state space.…
For a $\psi$-mixing process $\xi_0,\xi_1,\xi_2,...$ we consider the number $\mathcal{N}_N$ of multiple returns $\{\xi_{q_{i,N}(n)}\in\Gamma_N,\, i=1,...,\ell\}$ to a set $\Gamma_N$ for $n$ until either a fixed number $N$ or until the moment…
Finite mixture models have long been used across a variety of fields in engineering and sciences. Recently there has been a great deal of interest in quantifying the convergence behavior of the \emph{mixing measure}, a fundamental object…
We show that a compound Poisson distribution holds for scaled exceedances of observables $\phi$ uniquely maximized at a periodic point $\zeta$ in a variety of two-dimensional hyperbolic dynamical systems with singularities $(M,T,\mu)$,…
Given a periodic point $\omega$ in a $\psi$-mixing shift with countable alphabet, the sequence $\{S_{n}\}$ of random variables counting the number of multiple returns to shrinking cylindrical neighborhoods of $\omega$ is considered.…
The hitting and mixing times are two fundamental quantities associated with Markov chains. In Peres and Sousi[PS2015] and Oliveira[Oli2012], the authors show that the mixing times and "worst-case" hitting times of reversible Markov chains…
We consider the problem of approximating a general Gaussian location mixture by finite mixtures. The minimum order of finite mixtures that achieve a prescribed accuracy (measured by various $f$-divergences) is determined within constant…
We prove that the distributional limit of the normalised number of returns to small neighbourhoods of periodic points of non-uniformly hyperbolic dynamical systems is compound Poisson. The returns to small balls around a fixed point in the…